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positive_eps_streak on Ready Capital Corp (RC)
SIC 6798 — Real Estate Investment Trusts · CIK 1527590 · default direction: long
Definition
Fires on companies with consecutive years of positive earnings — quality compounder candidates. Surfaces stable franchises with earnings durability, not speculative growth.
Every time the signal fired on RC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-28 | 2024-02-28 | +4.00% | -0.24% | +8.80% | +0.88% | -31.33% |
| FY2022 | 2023-02-28 | 2023-02-28 | -1.87% | -2.22% | -11.46% | -0.97% | -9.72% |
| FY2021 | 2022-02-28 | 2022-02-28 | +0.81% | +0.54% | +5.66% | -0.51% | -14.69% |
| FY2020 | 2021-03-15 | 2021-03-15 | -3.12% | -8.45% | -7.77% | +4.03% | +7.96% |
| FY2019 | 2020-03-12 | 2020-03-12 | +3.57% | -44.84% | -32.03% | +2.57% | +69.04% |
| FY2018 | 2019-03-13 | 2019-03-13 | -1.46% | -1.86% | -1.18% | -0.08% | -23.59% |
| FY2017 | 2018-03-16 | 2018-03-16 | -0.33% | -4.64% | -4.97% | +5.63% | +6.00% |
| FY2016 | 2017-03-15 | 2017-03-15 | -0.36% | +0.71% | +5.15% | +11.01% | +18.98% |
| FY2015 | 2016-03-10 | 2016-03-10 | +0.00% | -0.72% | -0.13% | -4.15% | -1.90% |
Forward returns are stock returns from event date (next trading day after filing). Sign is raw stock direction; the trade direction is in the calibration table below.
Universe-wide calibration (this signal across all companies)
| Horizon | n events | Gross stock ret | Hit rate | Trade dir | Net PnL | Cost (bps) | r/σ net |
|---|---|---|---|---|---|---|---|
| 1d | 21,256 | +0.05% | +49.53% | long | -0.16% | 22 | -0.04 |
| 5d | 21,258 | +0.10% | +50.10% | long | -0.10% | 22 | -0.00 |
| 20d | 21,218 | -0.80% | +49.80% | long | -1.03% | 22 | -0.04 |
| 60d | 19,852 | +1.64% | +54.15% | long | +1.48% | 22 | +0.04 |
| 252d | 19,501 | +13.65% | +64.44% | long | +13.47% | 22 | +0.27 |
Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See positive_eps_streak methodology for the full audit.